Balance Sheet Manager

An optional module for FIMAC Solutions Risk Analytics ALM Model, gives you a quick, powerful, and accurate measurement of the impact balance sheet management decisions will have before they are implemented!

How It Works

Balance Sheet Manager (BSM), an add-on to the FIMAC Solutions Risk Analytics ALM Model, lets you immediately create unlimited “what-if” scenarios. This optional module gives you a quick, powerful, and accurate measurement of the impact balance sheet management decisions will have before they are implemented! To create the scenarios, start by installing a new data set from your updated ALM/interest rate risk management report. The new data set includes all current balance sheet, cash flow, market rate, and securities information—everything that went in to the production of your institution’s interest rate risk management reports. Then, create and run the scenarios on your own PC with BSM’s Windows-based software. Create, save, and share as many different scenarios as you like. With BSM, you can test your balance sheet management strategies and ideas before you implement them, allowing you to efficiently test multiple ideas or variations, and select the strategy that offers the optimal risk and return profile.

Features

Make better decisions with advance knowledge of the impact to earnings and equity, and the exposure to changes in interest rates. Use it for NII and PVE stress testing, too! To save time, you can quickly create a database of changes you’d like to see, including:

  • - Modeling assumptions – includes the ability to stress test your rate sensitivities, loan prepayments, and reinvestment assumptions

  • - Balance sheet changes – grow certain accounts while you run off others, or simulate an immediate balance sheet restructuring

  • - Offered rates – change your offered rates for products and see the impact over time

  • - Securities transactions – simulate the purchase or sale of securities to see the whole balance sheet impact required as part of your pre-purchase analysis

  • - Budgeting – combine the net interest margin results of your dynamic balance sheet changes with changes to your non-interest accounts to prepare your annual budget

  • - Yield curve – put in your desired yield curve twist or ramp and see the impact to earning in minutes

See The Future. The "what-if" Model For Balance Sheets

Balance Sheet Manager (BSM), an optional module for FIMAC Solutions Risk Analytics ALM Model, gives you a quick, powerful, and accurate measurement of the impact balance sheet management decisions will have before they are implemented! Any number of "what-if" scenarios can be run on your own PC with BSM’s Windows-based software. Make better decisions with advance knowledge of the impact to earnings and equity and the exposure to changes in interest rates. Use it for NII and PVE stress testing, too.

Specifications

Benefits

  • - Results in minutes, not hours or days

  • - Run multiple variations to discover the optimal risk and return profile

  • - See the impact to earnings and earnings at risk along with equity at risk

  • - Provides impacts to key liquidity and capital ratios

  • - Monitor your results relative to your management set risk limits

  • - Test your balance sheet management strategies and ideas before you implement them

Details

Balance Sheet Manager (BSM), an optional module for FIMAC Solutions Risk Analytics ALM Model, gives you a quick, powerful, and accurate measurement of the impact balance sheet management decisions will have before they are implemented! Run any number of "what-if" scenarios on your own PC with BSM’s Windows-based software. Load a new data set each time you run your ALM report to start from a fresh snapshot of your balance sheet, rate environment, and modeling assumptions. BSM provides data archive and restore functionality as well as print capabilities for both the graphical quadrant display and your detailed financial statements for each scenario. These features allow you to memorialize the data, assumptions, and results for your strategies for the benefit of ALCO and your institution’s management, board, and regulator.